#v7.2.8

Added additional parameters in .ini file to support limit price range check

ab_options.ini

@@ -1,22 +1,22 @@
 [tokens]
-uid = <uid>
-pwd = <pwd>
-api_secret = <api_secret>
-tokenurltime = 202109240914
-access_token = 2glIs_8BcoC9UXnw78dETq55CPno569-VRYcUttR7ik.sBc9XZcCN88cqiCHLCMkNH8wXHiC9wdlFoAxm2hZ0Rk
-twofa = 1986
-bot_token = <bot_token>
-options_bot_token = <bot_token>
-chat_id = <telegram_chat_id>
+uid = <AliceBlue ID>
+pwd = <AliceBlue Password>
+api_secret = <AliceBlue api_secret>
+tokenurltime = 202110220914
+access_token = GE87wKqRmFrrqlenPR2zpTzwhG9cDh8A2HvL3QiTUPo.Ht54KAgz6f72zHKLB94vhVF6UIiNNN8l9HsPAyz-Ypg
+twofa = <Your 2FA(Year of Birth)>
+bot_token = <Not used in Options>
+options_bot_token = <Your Telegram Bot Token>
+chat_id = <Your Telegram Chat ID>
 enable_bg_process = 1
 
 [realtime]
 trade_nfo = 0
 trade_bank = 1
-enablebo2_nifty = 1
-enablebo3_nifty = 1
+enablebo2_nifty = 0
+enablebo3_nifty = 0
 enablebo2_bank = 1
-enablebo3_bank = 1
+enablebo3_bank = 0
 enablebo3 = 0
 nifty_sl = 30.0
 bank_sl = 30.0
@@ -39,10 +39,10 @@ nifty_ord_exec_level3 = 0
 bank_ord_exec_level1 = 0
 bank_ord_exec_level2 = 0
 bank_ord_exec_level3 = 0
-nifty_strike_ce_offset = 100
-nifty_strike_pe_offset = 100
-bank_strike_ce_offset = 100
-bank_strike_pe_offset = 100
+nifty_strike_ce_offset = 200
+nifty_strike_pe_offset = 200
+bank_strike_ce_offset = 200
+bank_strike_pe_offset = 200
 
 [info]
 olhc_duration = 3
@@ -51,14 +51,14 @@ crude_symbol = CRUDEOIL MAY FUT
 currency_symbol = USDINR MAY FUT
 nifty_lot_size = 50
 bank_lot_size = 25
-nifty_tgt1 = 30.0
-nifty_tgt2 = 60.0
-nifty_tgt3 = 150.0
+nifty_tgt1 = 20.0
+nifty_tgt2 = 100.0
+nifty_tgt3 = 300.0
 bank_tgt1 = 20.0
-bank_tgt2 = 90.0
-bank_tgt3 = 200.0
-nifty_tsl = 30
-bank_tsl = 50
+bank_tgt2 = 100.0
+bank_tgt3 = 400.0
+nifty_tsl = 40
+bank_tsl = 40
 nifty_sqoff_time = 1515
 crude_sqoff_time = 2315
 currency_sqoff_time = 1645
@@ -77,8 +77,8 @@ premarket_decline = 33
 enable_nfo = 0
 enable_bank = 0
 premarket_flag = 0
-file_nifty = ./data/NIFTY_OPT_20210924_153106.csv
-file_nifty_med = ./data/NIFTY_OPT_MED_20210924_153106.csv
+file_nifty = ./data/NIFTY_OPT_20211022_153103.csv
+file_nifty_med = ./data/NIFTY_OPT_MED_20211022_153103.csv
 file_bank = 
 file_bank_med = 
 no_of_trades_limit = 4
@@ -92,5 +92,10 @@ crude_trade_end_time = 2300
 nifty_trade_start_time = 920
 nifty_trade_end_time = 1440
 nifty_no_trade_zones = [(900,925),(1100,1330)]
-file_bn = ./data/BN_20210924_153106.csv
-file_bn_med = ./data/BN_MED_20210924_153106.csv
+file_bn = ./data/BN_20211022_153103.csv
+file_bn_med = ./data/BN_MED_20211022_153103.csv
+sl_wait_time = 60
+nifty_limit_price_low = 50
+nifty_limit_price_high = 350
+bank_limit_price_low = 50
+bank_limit_price_high = 400

ab_options.py

@@ -26,6 +26,7 @@
 #v7.2.5 TSL logic updated in check_orders() and minor changes in place_sl_order()
 #v7.2.6 fixed UnboundLocalError: local variable 'bank_bo1_qty' referenced before assignment
 #v7.2.7 check_orders(). Passed trigger price in the modify_order as it was getting triggered immediately
+#v7.2.8 Limit price constraint parameterised, updated nifty_buy_opitons. Now nifty options with BO can be enabled
 
 
 ###### STRATEGY / TRADE PLAN #####
@@ -220,6 +221,11 @@
 nifty_trade_start_time = int(cfg.get("info", "nifty_trade_start_time"))
 nifty_trade_end_time = int(cfg.get("info", "nifty_trade_end_time"))
 sl_wait_time = int(cfg.get("info", "sl_wait_time"))
+nifty_limit_price_low = int(cfg.get("info", "nifty_limit_price_low"))
+nifty_limit_price_high = int(cfg.get("info", "nifty_limit_price_high"))
+bank_limit_price_low = int(cfg.get("info", "bank_limit_price_low"))
+bank_limit_price_high = int(cfg.get("info", "bank_limit_price_high"))
+
 
 lst_nifty_ltp = []
 lst_bank_ltp = []
@@ -543,8 +549,8 @@ def buy_nifty_options(strMsg):
 
     strMsg = strMsg + " Limit Price=" + str(lt_price) + " SL=" + str(nifty_sl)
 
-    # Can be parameterised
-    if lt_price<30 or lt_price>350 :
+
+    if lt_price<nifty_limit_price_low or lt_price>nifty_limit_price_high :
         strMsg = strMsg + " buy_nifty(): Limit Price not in buying range."
         iLog(strMsg,2,sendTeleMsg=True)
         return
@@ -578,7 +584,13 @@ def buy_nifty_options(strMsg):
             #---- Intraday order (MIS) , Market Order
             # order = squareOff_MIS(TransactionType.Buy, ins_nifty_opt,nifty_bo1_qty)
             # order_tag = datetime.datetime.now().strftime("NF_%H%M%S")
-            order = squareOff_MIS(TransactionType.Buy, ins_nifty_opt,nifty_bo1_qty, OrderType.Limit, lt_price)
+
+            bo1_qty = nifty_bo1_qty
+            if enableBO2_nifty: 
+                bo1_qty = nifty_bo1_qty*2
+
+
+            order = squareOff_MIS(TransactionType.Buy, ins_nifty_opt, bo1_qty, OrderType.Limit, lt_price)
             if order['status'] == 'success':
                 strMsg = strMsg + " buy_nifty(): Initiating place_sl_order(). main_order_id==" +  str(order['data']['oms_order_id'])
                 iLog(strMsg,sendTeleMsg=True)   # Can be commented later
@@ -646,7 +658,7 @@ def buy_bank_options(strMsg):
     strMsg = strMsg + " Limit Price=" + str(lt_price) + " SL=" + str(bank_sl)
 
 
-    if lt_price<50 or lt_price>400 :
+    if lt_price<bank_limit_price_low or lt_price>bank_limit_price_high :
         strMsg = strMsg + " buy_bank(): Limit Price not in buying range."
         iLog(strMsg,2,sendTeleMsg=True)
         return